- Analysis of a Path Following Method for Nonsmooth Convex Programs Sanjay Mehrotra (mehrotraiems.nwu.edu) Muhittin Ozevin (ozeviniems.nwu.edu) Abstract: Recently Gilbert, Gonzaga and Karas [2001] constructed examples of ill-behaved central paths for convex programs. In this paper we show that under mild conditions the central path has sufficient smoothness to allow construction of a path-following interior point algorithm for non-differentiable convex programs. We show that starting from a point near the center of the first set an $\epsilon$-optimal solution can be obtained in a finite number of iterations converging linearly. Keywords: Convex Programming Nonsmooth Optimzation Interior Point Methods Category 1: Convex and Nonsmooth Optimization Citation: Download: [Postscript][PDF]Entry Submitted: 07/16/2002Entry Accepted: 07/16/2002Entry Last Modified: 07/16/2002Modify/Update this entry Visitors Authors More about us Links Subscribe, Unsubscribe Digest Archive Search, Browse the Repository Submit Update Policies Coordinator's Board Classification Scheme Credits Give us feedback Optimization Journals, Sites, Societies Optimization Online is supported by the Mathematical Programming Society and by the Optimization Technology Center.